What are the responsibilities and job description for the Software Engineer, Risk Analytics position at DRW?
DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.
Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.
We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.
The Risk Technology team is looking for an outstanding Software Engineer with skills to develop and maintain analytic applications and services to support our Risk Management team. Risk Technology builds applications and services to acquire position, reference, and market data, calculate analytics, and generate reports used to:
- Measure the risk of the firm at all aggregation levels and any time horizon
- Monitor and disseminate risk at appropriate aggregation levels
- Ensure DRW has risk policies, procedures, and operations that align with industry-accepted best practices and standards
We collaborate with risk managers and trading desks to measure option and rate sensitivities and create applications to monitor, manage, and report risk measures, parameters, and limits. While previous experience in the trading and finance industry is beneficial, we’re looking for talented software engineers with or without industry-specific expertise.
Responsibilities:
- Designing, developing and maintaining greenfield and legacy API, service, and application platforms
- Testing at the unit, functional, and integration level
- Code in multiple languages, paradigms, and platforms
- Collaborating with various business, development, IT, and trading support teams
Qualifications:
- Experience using applied mathematics (linear algebra, optimization, numerical methods)
- Strong understanding of statistics and probabilities
- Fluent in functional, object-oriented, and imperative programming languages
- Competent in distributed version control, CI/CD, Docker, and Kubernetes
Familiarity with:
- More than one of the following languages: Elixir, Elm, Erlang, Haskell, Scala, Kotlin, Clojure, F#
- More than one of the following languages: JavaScript, TypeScript, Ruby, Python, Java, C#
- Data structures and design/analysis of algorithms
- At least one of the following languages: C, C , Rust
- Exchange-traded financial assets, statistics, or financial engineering
Personal traits:
- Possesses the ability to learn, adapt and grow
- Demonstrates personal humility, respect for others, and trust in their teammates
- Capable of independently driving projects to completion but prefers collaborating with teammates
- Excellent problem-solving and debugging skills, but has better listening and communication skills
For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.
California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.
#LI-JL1 #
